Performance over the trailing 5 years through 11-30-2023

Click on column heading to sort on the data in that column

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Guide to columns:

  • Newsletter: For each newsletter we calculate the average return of all its individual portfolios that are, or have been, tracked. These averages appear in ALL CAPS.
  • Portfolio: In addition to the newsletter’s overall average, we also report the return of each of its individual portfolios that are being monitored. If the “Portfolio” column is blank, then the performance that is reported reflected the newsletter’s overall average
  • Return: Returns for all periods longer than one year are annualized
  • Risk: This reflects the volatility of a newsletter’s performance, as measured by the standard deviation of its monthly returns. Higher numbers reflect greater volatility and risk.
  • Sharpe Ratio. This is a measure of risk-adjusted performance. Higher numbers mean that the adviser did better in relation to the amount of risk he/she incurred. We calculate the Sharpe Ratio using monthly data, and then annualize it by multiplying by the square root of 12.
  • Wagmore Advisory Letter has not been published since 2018; publisher does not currently sell subscriptions to it. The publisher describes the newsletter to be in “hibernation,” and expects to resume publication in the future. In the meantime, Hulbert Ratings calculates its performance by tracking the model portfolio that was in place in 2018.